+34.8%
EQIX vs PEGA
-48.2%
+83.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.5% |
| 7D | +2.3% | -6.1% | +8.5% | +3.3% |
| 30D | +0.4% | +6.4% | -5.9% | -0.7% |
| 3M | -1.1% | +2.9% | -4.0% | -2.3% |
| 6M | +11.5% | -23.8% | +35.3% | +15.4% |
| YTD | +38.2% | -41.1% | +79.3% | +48.6% |
| 1Y | +36.7% | -38.2% | +74.9% | +45.2% |
| 3Y | +44.1% | +49.8% | -5.8% | +22.7% |
| 5Y | +34.8% | -48.0% | +82.9% | +32.4% |
| All | +34.8% | -48.2% | +83.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling